Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-04-06 0.257491 0.279172 0.302466 0.329463 0.360025 0.393712 0.433870
2025-04-13 0.221435 0.248007 0.277936 0.314442 0.358176 0.409417 0.474798
2025-04-20 0.202436 0.232690 0.268092 0.313150 0.369812 0.439891 0.535074
2025-04-27 0.187438 0.220114 0.259591 0.311691 0.380052 0.468826 0.596639
2025-05-04 0.175105 0.209419 0.252029 0.310086 0.389222 0.496712 0.660294
2025-05-11 0.165764 0.201532 0.247068 0.310966 0.401251 0.529323 0.735305
2025-05-18 0.154036 0.189614 0.235777 0.302045 0.398367 0.539851 0.778047
2025-05-25 0.143239 0.178160 0.224197 0.291574 0.391921 0.543895 0.810471
2025-06-01 0.137346 0.172836 0.220473 0.291754 0.400963 0.572456 0.888640
2025-06-08 0.134561 0.171488 0.222040 0.299559 0.422168 0.622873 1.015392
2025-06-15 0.130310 0.167810 0.219989 0.301662 0.434393 0.659669 1.124163
2025-06-22 0.125488 0.163032 0.216002 0.300392 0.440820 0.686942 1.219536
2025-06-29 0.120637 0.158092 0.211664 0.298528 0.446564 0.714716 1.325301
2025-07-06 0.114122 0.150429 0.202843 0.288855 0.437869 0.714096 1.366461
2025-07-13 0.110882 0.147389 0.200798 0.289990 0.448296 0.752038 1.510639
2025-07-20 0.107661 0.144208 0.198337 0.290203 0.457003 0.787758 1.660589
2025-07-27 0.104522 0.140995 0.195629 0.289765 0.464388 0.821782 1.817697
2025-08-03 0.102033 0.138641 0.194125 0.291243 0.475518 0.865696 2.020586
2025-08-10 0.097711 0.133312 0.187626 0.283548 0.467925 0.866095 2.087768
2025-08-17 0.093309 0.127706 0.180451 0.274248 0.456370 0.855815 2.117182
2025-08-24 0.091178 0.125536 0.178734 0.274597 0.464388 0.893455 2.328571
2025-08-31 0.090567 0.125693 0.180793 0.281881 0.487432 0.972235 2.735063
2025-09-07 0.088956 0.124202 0.180039 0.283895 0.499485 1.025272 3.073210